-13.3%
IBM vs EPAM
-15.2%
+1.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.0% |
| 7D | +0.4% | +0.8% | -0.4% | -0.1% |
| 30D | +14.8% | +24.9% | -10.2% | +4.4% |
| 3M | +8.9% | +22.6% | -13.6% | -0.9% |
| 6M | +12.4% | +24.2% | -11.8% | +0.3% |
| YTD | -12.4% | -33.0% | +20.6% | -3.2% |
| 1Y | -13.3% | -13.3% | 0.0% | -7.8% |
| All | -13.3% | -15.2% | +1.9% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling